+330.0%
ACWI vs BR
+1,453.6%
-1,123.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | -2.4% | +6.5% | -8.8% | -5.3% |
| 30D | -5.2% | +18.9% | -24.1% | -13.0% |
| 3M | -4.8% | +16.3% | -21.1% | -12.1% |
| 6M | -1.3% | +26.2% | -27.5% | -13.4% |
| YTD | +8.4% | -13.1% | +21.5% | +13.2% |
| 1Y | +11.0% | -10.5% | +21.5% | +14.1% |
| 3Y | +70.6% | +13.3% | +57.2% | +52.5% |
| 5Y | +55.3% | +19.9% | +35.4% | +32.1% |
| 10Y | +223.2% | +254.2% | -31.1% | +45.5% |
| All | +330.0% | +1,453.6% | -1,123.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling